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文章基本信息

  • 标题:Precautionary savings and wealth distribution under habit formation preferences
  • 本地全文:下载
  • 作者:Antonia Díaz ; Josep Pijoan-Mas ; José-Víctor Ríos-Rull
  • 期刊名称:CEMFI Working Papers / Centro de Estudios Monetarios y Financieros, Madrid
  • 出版年度:2002
  • 卷号:2002
  • 出版社:Centro de Estudios Monetarios y Financieros, Madrid
  • 摘要:

    We study the role of habit formation in shaping the amount of precautionary savings and the wealth distribution in heterogeneous agents model economies with idiosyncratic uncertainty. We adjust preferences to equate the Intertemporal Elasticity of Substitution in all model economies. We find that habit formation brings a hefty increase in precautionary savings and very mild reductions in the coe.cient of variation and in the Gini index of wealth. These findings hold for both persistent and non persistent habits, with the effects of the former being much larger.

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